CME Euro FX (E) Future June 2024
Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1.1030 |
1.1052 |
0.0022 |
0.2% |
1.1045 |
High |
1.1083 |
1.1052 |
-0.0031 |
-0.3% |
1.1063 |
Low |
1.1030 |
1.1006 |
-0.0025 |
-0.2% |
1.0938 |
Close |
1.1083 |
1.1006 |
-0.0077 |
-0.7% |
1.0977 |
Range |
0.0053 |
0.0046 |
-0.0007 |
-12.4% |
0.0125 |
ATR |
0.0044 |
0.0046 |
0.0002 |
5.4% |
0.0000 |
Volume |
175 |
17 |
-158 |
-90.3% |
237 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1159 |
1.1128 |
1.1031 |
|
R3 |
1.1113 |
1.1082 |
1.1018 |
|
R2 |
1.1067 |
1.1067 |
1.1014 |
|
R1 |
1.1036 |
1.1036 |
1.1010 |
1.1029 |
PP |
1.1021 |
1.1021 |
1.1021 |
1.1017 |
S1 |
1.0990 |
1.0990 |
1.1001 |
1.0983 |
S2 |
1.0975 |
1.0975 |
1.0997 |
|
S3 |
1.0929 |
1.0944 |
1.0993 |
|
S4 |
1.0883 |
1.0898 |
1.0980 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1367 |
1.1297 |
1.1045 |
|
R3 |
1.1242 |
1.1172 |
1.1011 |
|
R2 |
1.1117 |
1.1117 |
1.0999 |
|
R1 |
1.1047 |
1.1047 |
1.0988 |
1.1020 |
PP |
1.0992 |
1.0992 |
1.0992 |
1.0979 |
S1 |
1.0922 |
1.0922 |
1.0965 |
1.0895 |
S2 |
1.0867 |
1.0867 |
1.0954 |
|
S3 |
1.0742 |
1.0797 |
1.0942 |
|
S4 |
1.0617 |
1.0672 |
1.0908 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1247 |
2.618 |
1.1172 |
1.618 |
1.1126 |
1.000 |
1.1098 |
0.618 |
1.1080 |
HIGH |
1.1052 |
0.618 |
1.1034 |
0.500 |
1.1029 |
0.382 |
1.1023 |
LOW |
1.1006 |
0.618 |
1.0977 |
1.000 |
1.0960 |
1.618 |
1.0931 |
2.618 |
1.0885 |
4.250 |
1.0810 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1029 |
1.1044 |
PP |
1.1021 |
1.1031 |
S1 |
1.1013 |
1.1018 |
|